Sets bounds and initial values for optim
by
extracting potentially given values from SVC_mle_control
and
checking them, or calculating them from given data. See Details.
init_bounds_optim(control, p, q, id_obj, med_dist, y_var, OLS_mu)
(SVC_mle_control
output, i.e. list
)
(numeric(1)
) Number of fixed effects
(numeric(1)
) Number of SVCs
(numeric(2*q+1+q)
) Index vector to identify the
arguments of objective function.
(numeric(1)
) Median distance between observations
(numeric(1)
) Variance of response y
(numeric(p)
) Coefficient estimates of ordinary
least squares (OLS).
A list
with three entries: lower
, init
,
and upper
.
If values are not provided, then they are set in the following way.
Let \(d\) be the median distance med_dist
, let \(s^2_y\) be
the variance of the response y_var
, and let \(b_j\) be the OLS
coefficients of the linear model. The computed values are given in the
table below.
Parameter | Lower bound | Initial Value | Upper Bound |
Range | \(d/1000\) | \(d/4\) | \(10 d\) |
Variance | \(0\) | \(s^2_y/(q+1)\) | \(10s^2_y\) |
Nugget | \(10^{-6}\) | \(s^2_y/(q+1)\) | \(10s^2_y\) |
Mean \(j\) | -Inf |
\(b_j\) | Inf |